List of Articles ارزش در معرض ریسک شرطی Open Access Article Abstract Page Full-Text 1 - Estimating Conditional VaR Using Symmetric and Non-Symmetric Autoregressive Models in Old and Oil Markets Saeid Fallahpour Fatemeh Rezvani Mohammadreza Rahimi Open Access Article Abstract Page Full-Text 2 - Comparing the Frechet Distribution and the Generalized Pareto Distribution in Estimating Value at Risk and Conditional Value at Risk in Tehran Stock Exchange Azadeh Meharani Ali Najafi moghadam Ali Baghani Open Access Article Abstract Page Full-Text 3 - Comparative Analysis of Stock Portfolio Optimization in Fireworks and Genetic Algorithms Using Conditional Value at Risk Ali Asghar Shahriari saeed Daei-Karimzadeh Reza Behmanesh 10.30495/jfksa.2021.19255 Open Access Article Abstract Page Full-Text 4 - Presenting of nonlinear hybrid model based on Extreme Value Theory for forecasting the Conditional Value at Risk (CVaR) Ehsan Mohammadian Amiri Ehan Atefi Seyed Babak Ebrahimi Open Access Article Abstract Page Full-Text 5 - Investment Portfolio Optimization of Insurance Companies with Copulas and Extreme Value Approach arash goodarzi reza Tehrani Ali souri Open Access Article Abstract Page Full-Text 6 - Application of Copula and Simulated Returns in the Portfolio Optimization with Conditional Value-at-Risk (CVaR) in Tehran Stock Exchange (TSE) Esmaeil Lalegani Mostafa Zehtabian Open Access Article Abstract Page Full-Text 7 - Presentation of a model for the active optimization of stock portfolios using value at risk exposure; Application of Convergence Variance Difference Models Approach Based on Algorithm DE Approach Saeid Fallahpour Reza Raei M. Esmaeil Fadaeinejad Reza Monajati Open Access Article Abstract Page Full-Text 8 - Expression and design a model to forecast the exchange rate shocks and stress testing of the currency in Iran Abdollah Rajabi Khanghah Hashem Nikomaram Mehdi Taghavi Fereydoon Rahnamay Roodposhti Mirfiyaz Fallah Shams Open Access Article Abstract Page Full-Text 9 - The Estimation of Systematic Risk in Iranian Financial Sectors (ΔCoVaR Approach) samad hekmati farid Ali Rezazadeh ali malek Open Access Article Abstract Page Full-Text 10 - Designing and explaining the dynamic model of comprehensive risk transfer of cryptocurrency in the financial markets of the world Reza Karimi Mirfeiz Falahshams Shadi Shahverdiani Gholamreza zomorodian 10.30495/ecomag.2023.1979337.1057 Open Access Article Abstract Page Full-Text 11 - Presenting the combined algorithm of machine learning and the combination of risk metrics and fuzzy theory in choosing an investment portfolio danial mohammadi Seyed jafar Sajadi Emran Mohammadi naeim shokri Open Access Article Abstract Page Full-Text 12 - Estimation value at risk (VAR) and conditional value at risk (CoVaR) at Tehran Stock Exchange by approach to using Fréchet distribution (FD) Azadeh Meharani Ali Najafi moghadam Ali baghani Open Access Article Abstract Page Full-Text 13 - Provide a multi-objective - multi-objective mathematical model for investing in a portfolio under a hybrid risk measure ahmad dadashpour omrani syed ali nabavi chashmi erfan memarian Open Access Article Abstract Page Full-Text 14 - Multi-Asset Portfolio Optimization based on Conditional Value at Risk using Artificial Bee Colony Algorithm Somayeh Mousavi Abbasali Jafari-Nodoushan Marzieh Kazemi-Rashnani Mahsa Mohammadtaheri Open Access Article Abstract Page Full-Text 15 - تخمین ذخیره سرمایه ریسک عملیاتی در صنعت بانکداری هاشم نصرتی کامران پاکیزه Open Access Article Abstract Page Full-Text 16 - Foster-Hart Optimal Portfolio sepehr asefi reza eivazlu reza tehrani Open Access Article Abstract Page Full-Text 17 - Measurement conditional value at risk based on FIGARCH-EVT method at Tehran stock Exchange mohammadreza Lotfalipour Mahdiyeh Nosrati abolfazl Ghadiri Moghaddam Mahdi Filsaraei Open Access Article Abstract Page Full-Text 18 - The use of support vector machine and Naive Bayes algorithms and its combination with risk measure and fuzzy theory in the selection of stock portfolio Danial Mohammadi Emran Mohammadi Naeim Shokri Nima Heidari 10.30495/afi.2023.1995691.1257
